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- George Athanasopoulos
Assoc. Professor George Athanasopoulos
Monash University
George Athanasopoulos is an Associate Professor in the Department of Econometrics and Business Statistics at Monash University, Australia. He received a PhD in Econometrics from Monash University in 2007, and has received many awards and distinctions for his research. His research interests include forecasting, multivariate time series analysis, wealth and tourism economics. He is a Director and the Treasurer of the International Institute of Forecasters and is on the Editorial Boards of the Journal of Travel Research and the International Journal of Forecasting.
Publications
Books
Invited talks, refereed proceedings and other conference outputs
Gamakumara, P., Panagiotelis A., Athanasopoulos G., & Hyndman R.
(2019). Probabilistic Hierarchical Reconciliation via a Non-parametric Bootstrap Approach.
International Symposium on Forecasting. 39,
Talagala, T., Hyndman R. J., & Athanasopoulos G.
(2018). A classification framework for forecast-model selection.
Joint Statistical Meetings (JSM) 2018.
Journal Articles
Panagiotelis, A., Athanasopoulos G., Gamakumara P., & Hyndman R. J.
(2021). Forecast reconciliation: A geometric view with new insights on bias correction.
International Journal of Forecasting. 37(1), 343 - 359. doi: 10.1016/j.ijforecast.2020.06.004
Montero-Manso, P., Athanasopoulos G., Hyndman R. J., & Talagala T. S.
(2020). FFORMA: Feature-based forecast model averaging.
International Journal of Forecasting. 36(1), 86 - 92. doi: 10.1016/j.ijforecast.2019.02.011
Panagiotelis, A., Athanasopoulos G., Hyndman R. J., Jiang B., & Vahid F.
(2019). Macroeconomic forecasting for Australia using a large number of predictors.
International Journal of Forecasting. 35(2), 616 - 633. doi: 10.1016/j.ijforecast.2018.12.002
Tan, B. Kheng, Panagiotelis A., & Athanasopoulos G.
(2019). Bayesian Inference for the One-Factor Copula Model.
Journal of Computational and Graphical Statistics. 28(1), 155-173. doi: 10.1080/10618600.2018.1482765
Wickramasuriya, S. L., Athanasopoulos G., & Hyndman R. J.
(2019). Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization.
Journal of the American Statistical Association. 114(526), 804-819. doi: 10.1080/01621459.2018.1448825
Panagiotelis, A., Athanasopoulos G., Hyndman R. J., Vahid F., & Jiang B.
(2018). Macroeconomic forecasting for Australia using a large number of predictors.
International Journal of Forecasting. 35,
Wang, J., Athanasopoulos G., Hyndman R. J., & Wang S.
(2018). Crude oil price forecasting based on internet concern using an extreme learning machine.
International Journal of Forecasting. 34(4), 665 - 677. doi: 10.1016/j.ijforecast.2018.03.009
Athanasopoulos, G., Hyndman R. J., Kourentzes N., & Petropoulos F.
(2017). Forecasting with temporal hierarchies.
European Journal of Operational Research. 262, 60-74. doi: 10.1016/j.ejor.2017.02.046
Athanasopoulos, G., & Vahid F.
(2015). Forecasting multivariate time series.
International Journal of Forecasting. 31(3), 680-681. doi: 10.1016/j.ijforecast.2015.03.003
Athanasopoulos, G., Ahmed R. A., & Hyndman R. J.
(2015). Corrigendum to: “Hierarchical forecasts for Australian domestic tourism” [International Journal of Forecasting 25 (2009) 146–166].
International Journal of Forecasting. 31(2), 585. doi: 10.1016/j.ijforecast.2014.08.011
Publicly available softwares
Talagala, T., Hyndman R. J., & Athanasopoulos G.
(2021). seer: Feature-Based Forecast Model Selection (Version 1.1.6).
Hyndman, R. J., Athanasopoulos G., O'Hara-Wild M., & RStudio
(2021). fpp3: Data for “Forecasting: Principles and Practice” (3rd Edition) (Version 0.4.0).
Hyndman, R. J., Athanasopoulos G., Bergmeir C., Carceres G., Chhay L., O'Hara-Wild M., et al.
(2021). forecast: Forecasting Functions for Time Series and Linear Models (Version 8.15).
O'Hara-Wild, M., Hyndman R. J., Wang E., Cook D., Athanasopoulos G., & Holt D.
(2021). fabletools: Core Tools for Packages in the 'fable' Framework (Version 0.3.1).
Talagala, T., Hyndman R. J., & Athanasopoulos G.
(2020). seer.
Hyndman, R. J., Athanasopoulos G., Bergmeir C., Carceres G., Chhay L., O'Hara-Wild M., et al.
(2019). forecast: Forecasting Functions for Time Series and Linear Models.
O'Hara-Wild, M., Hyndman R. J., Wang E., Cook D., & Athanasopoulos G.
(2019). fabletools: Core Tools for Packages in the 'fable' Framework.
Talagala, T., Hyndman R. J., & Athanasopoulos G.
(2019). seer: Feature-based FORecast Model Selection (FFORMS).
Hyndman, R. J., Athanasopoulos G., O'Hara-Wild M., & Studio R.
(2019). fpp3: Data for "Forecasting: Principles and Practice" (3rd Edition).
Technical reports and unrefereed outputs
Athanasopoulos, G., Hyndman R. J., Kourentzes N., & O'Hara-Wild M.
(2021). Probabilistic forecasts using expert judgement: the road to recovery from COVID-19.
Gamakumara, P., Panagiotelis A., Athanasopoulos G., & Hyndman R. J.
(2018). Probabilistic forecasts in hierarchical time series.
Talagala, T., Hyndman R. J., & Athanasopoulos G.
(2018). Meta-learning how to forecast time series.
Montero-Manso, P., Athanasopoulos G., Hyndman R. J., & Talagala T.
(2018). FFORMA: Feature-based Forecast Model Averaging.
Gamakumara, P., Panagiotelis A., Athanasopoulos G., Hyndman R. J., & others
(2018). Probabilistic Forecasts in Hierarchical Time Series.
Behlul, T., Panagiotelis A., Athanasopoulos G., Hyndman R. J., & Vahid F.
(2017). The Australian Macro Database: An online resource for macroeconomic research in Australia.
Jiang, B., Athanasopoulos G., Hyndman R. J., Panagiotelis A., & Vahid F.
(2017). Macroeconomic forecasting for Australia using a large number of predictors.